Future and Option

Place Order

Future and Option place order jupyter link

First, you need login.

Get Contract Object.

In

contract = api.Contracts.Futures.TXF.TXF202004

Making Order Object.

Buy

In

order = api.Order(action="Buy",
                price=10200,
                quantity=2,
                order_type="ROD",
                price_type="LMT",
                octype="Auto",
                account=api.futopt_account)

Order Object

Attributes:

price (float or int): the price of order
quantity (int): the quantity of order
action (str): order action to buy or sell
    {Buy, Sell}
price_type (str): pricing type of order
    {LMT, MKT, MKP}
order_type (str): the type of order
    {ROD, IOC, FOK}
octype (str): the type or order to open new position or close position future only
    {Auto, NewPosition, Cover, DayTrade} (自動、新倉、平倉、當沖)
account (:obj:Account): which account to place this order
ca (binary): the ca of this order

Place order

In

trade = api.place_order(contract, order)

Status of Trade

• PendingSubmit: 傳送中
• PreSubmitted: 預約單
• Submitted: 傳送成功
• Failed: 失敗
• Cancelled: 已刪除
• Filled: 完全成交
• Filling: 部分成交

For Example

Place Order ROD LMT

In

Production

import shioaji as sj

api = sj.Shioaji()
accounts = api.login("YOUR_PERSON_ID", "YOUR_PASSWORD", contracts_timeout=10000)
api.activate_ca(
    ca_path="/c/your/ca/path/Sinopac.pfx",
    ca_passwd="YOUR_CA_PASSWORD",
    person_id="Person of this Ca",
)

contract = api.Contracts.Futures.TXF.TXF202004
order = api.Order(action="Buy",
                price=10200,
                quantity=2,
                order_type="ROD",
                price_type="LMT",
                octype="Auto",
                account=api.futopt_account)
trade = api.place_order(contract, order)
trade

Simulation

import shioaji as sj

api = sj.Shioaji(simulation=True)
accounts = api.login("PAPIUSER01", "2222", contracts_timeout=10000)

contract = api.Contracts.Futures.TXF.TXF202004
order = api.Order(action="Buy",
                price=10200,
                quantity=2,
                order_type="ROD",
                price_type="LMT",
                octype="Auto",
                account=api.futopt_account)
trade = api.place_order(contract, order)
trade

Out

Trade(
    contract=Future(
        code='TXFD0', 
        symbol='TXF202004',
        name='臺股期貨', 
        category='TXF', 
        delivery_month='202004', 
        underlying_kind='I'
    ), 
    order=Order(
        action=<Action.Buy: 'Buy'>, 
        price=10200.0, 
        quantity=2, 
        id='f691f576', 
        seqno='862631', 
        account=Account(
            account_type=<AccountType.Stock: 'F'>, 
            person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>
    ), 
    status=OrderStatus(
        id='f691f576', 
        status=<Status.PendingSubmit: 'PendingSubmit'>, 
        status_code='    ', 
        order_datetime=datetime.datetime(2020, 3, 5, 10, 24, 13), 
        deals=[]
    )
)

Status of Trade

• PendingSubmit: 傳送中
• PreSubmitted: 預約單
• Submitted: 傳送成功
• Failed: 失敗
• Cancelled: 已刪除
• Filled: 完全成交
• Filling: 部分成交

Cancel Order

In

api.update_status(api.futopt_account)
api.cancel_order(trade)
api.update_status(api.futopt_account)
trade

Out

Trade(
    contract=Future(
        code='TXFD0', 
        symbol='TXF202004', 
        name='臺股期貨', 
        category='TXF', 
        delivery_month='202004', 
        underlying_kind='I'
    ), 
    order=Order(
        action=<Action.Buy: 'Buy'>, 
        price=10200.0, 
        quantity=2, 
        id='f691f576', 
        seqno='862631', 
        ordno='ta0FG', 
        account=Account(
            account_type=<AccountType.Stock: 'F'>, 
            person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>
    ), 
    status=OrderStatus(
        id='f691f576', 
        status=<Status.Submitted: 'Submitted'>, 
        status_code='0000', 
        order_datetime=datetime.datetime(2020, 3, 5, 10, 24, 15), 
        modified_price=10200.0, 
        cancel_quantity=2, 
        deals=[]
    )
)

Update Order

In

api.update_status(api.futopt_account)
api.update_order(trade=trade, price=10200, qty=1)
api.update_status(api.futopt_account)
trade

Out

Trade(
    contract=Future(
        code='TXFD0',
        symbol='TXF202004', 
        name='臺股期貨', 
        category='TXF', 
        delivery_month='202004', 
        underlying_kind='I'
    ), 
    order=Order(
        action=<Action.Buy: 'Buy'>, 
        price=10200.0, 
        quantity=2, 
        id='f691f576', 
        seqno='862631', 
        ordno='ta0FG', 
        account=Account(
            account_type=<AccountType.Stock: 'F'>, 
            person_id='RBCCJCBIGB', 
            broker_id='9A95', 
            account_id='9809975', 
            signed=True
        ), 
        price_type=<StockPriceType.LMT: 'LMT'>, 
        order_type=<FuturesOrderType.ROD: 'ROD'>
    ), 
    status=OrderStatus(
        id='f691f576', 
        status=<Status.Submitted: 'Submitted'>, 
        status_code='0000', 
        order_datetime=datetime.datetime(2020, 3, 5, 10, 24, 15), 
        modified_price=10200.0, 
        cancel_quantity=1,
        deals=[]
    )
)